CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2187 |
1.2227 |
0.0040 |
0.3% |
1.2191 |
| High |
1.2187 |
1.2242 |
0.0055 |
0.5% |
1.2238 |
| Low |
1.2185 |
1.2227 |
0.0042 |
0.3% |
1.2160 |
| Close |
1.2185 |
1.2242 |
0.0057 |
0.5% |
1.2160 |
| Range |
0.0002 |
0.0015 |
0.0013 |
650.0% |
0.0078 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
9 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2282 |
1.2277 |
1.2250 |
|
| R3 |
1.2267 |
1.2262 |
1.2246 |
|
| R2 |
1.2252 |
1.2252 |
1.2245 |
|
| R1 |
1.2247 |
1.2247 |
1.2243 |
1.2250 |
| PP |
1.2237 |
1.2237 |
1.2237 |
1.2238 |
| S1 |
1.2232 |
1.2232 |
1.2241 |
1.2235 |
| S2 |
1.2222 |
1.2222 |
1.2239 |
|
| S3 |
1.2207 |
1.2217 |
1.2238 |
|
| S4 |
1.2192 |
1.2202 |
1.2234 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2420 |
1.2368 |
1.2203 |
|
| R3 |
1.2342 |
1.2290 |
1.2181 |
|
| R2 |
1.2264 |
1.2264 |
1.2174 |
|
| R1 |
1.2212 |
1.2212 |
1.2167 |
1.2199 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2180 |
| S1 |
1.2134 |
1.2134 |
1.2153 |
1.2121 |
| S2 |
1.2108 |
1.2108 |
1.2146 |
|
| S3 |
1.2030 |
1.2056 |
1.2139 |
|
| S4 |
1.1952 |
1.1978 |
1.2117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2242 |
1.2160 |
0.0082 |
0.7% |
0.0005 |
0.0% |
100% |
True |
False |
1 |
| 10 |
1.2268 |
1.2149 |
0.0119 |
1.0% |
0.0017 |
0.1% |
78% |
False |
False |
12 |
| 20 |
1.2636 |
1.2149 |
0.0487 |
4.0% |
0.0029 |
0.2% |
19% |
False |
False |
10 |
| 40 |
1.2826 |
1.2149 |
0.0677 |
5.5% |
0.0022 |
0.2% |
14% |
False |
False |
8 |
| 60 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0017 |
0.1% |
12% |
False |
False |
6 |
| 80 |
1.2953 |
1.2149 |
0.0804 |
6.6% |
0.0014 |
0.1% |
12% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2306 |
|
2.618 |
1.2281 |
|
1.618 |
1.2266 |
|
1.000 |
1.2257 |
|
0.618 |
1.2251 |
|
HIGH |
1.2242 |
|
0.618 |
1.2236 |
|
0.500 |
1.2235 |
|
0.382 |
1.2233 |
|
LOW |
1.2227 |
|
0.618 |
1.2218 |
|
1.000 |
1.2212 |
|
1.618 |
1.2203 |
|
2.618 |
1.2188 |
|
4.250 |
1.2163 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2228 |
| PP |
1.2237 |
1.2215 |
| S1 |
1.2235 |
1.2201 |
|